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FOXA vs. FLTW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOXA and FLTW is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FOXA vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fox Corporation (FOXA) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FOXA:

2.44

FLTW:

0.25

Sortino Ratio

FOXA:

3.28

FLTW:

0.51

Omega Ratio

FOXA:

1.47

FLTW:

1.06

Calmar Ratio

FOXA:

2.98

FLTW:

0.23

Martin Ratio

FOXA:

11.89

FLTW:

0.73

Ulcer Index

FOXA:

5.45%

FLTW:

8.25%

Daily Std Dev

FOXA:

26.35%

FLTW:

27.63%

Max Drawdown

FOXA:

-50.55%

FLTW:

-38.00%

Current Drawdown

FOXA:

-5.15%

FLTW:

-4.74%

Returns By Period

In the year-to-date period, FOXA achieves a 13.24% return, which is significantly higher than FLTW's 1.71% return.


FOXA

YTD

13.24%

1M

10.32%

6M

17.78%

1Y

63.79%

3Y*

17.24%

5Y*

14.99%

10Y*

N/A

FLTW

YTD

1.71%

1M

12.17%

6M

3.87%

1Y

6.91%

3Y*

9.61%

5Y*

15.82%

10Y*

N/A

*Annualized

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Fox Corporation

Franklin FTSE Taiwan ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FOXA vs. FLTW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOXA
The Risk-Adjusted Performance Rank of FOXA is 9696
Overall Rank
The Sharpe Ratio Rank of FOXA is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FOXA is 9696
Martin Ratio Rank

FLTW
The Risk-Adjusted Performance Rank of FLTW is 2828
Overall Rank
The Sharpe Ratio Rank of FLTW is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTW is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FLTW is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FLTW is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FLTW is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FOXA vs. FLTW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOXA) and Franklin FTSE Taiwan ETF (FLTW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current FOXA Sharpe Ratio is 2.44, which is higher than the FLTW Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FOXA and FLTW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FOXA vs. FLTW - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 0.99%, less than FLTW's 1.86% yield.


TTM2024202320222021202020192018
FOXA
Fox Corporation
0.99%1.09%1.72%1.61%1.27%1.58%1.24%0.00%
FLTW
Franklin FTSE Taiwan ETF
1.86%1.89%2.84%3.16%2.31%2.14%3.00%1.06%

Drawdowns

FOXA vs. FLTW - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.55%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for FOXA and FLTW.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FOXA vs. FLTW - Volatility Comparison

Fox Corporation (FOXA) and Franklin FTSE Taiwan ETF (FLTW) have volatilities of 8.65% and 8.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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